Journal articleJournal of the American Statistical Association · December 1, 2018
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Mixtures of Zellner's g-priors have been studied extensively in linear models and have been shown to have numerous desirable properties for Bayesian variable selection and model averaging. Several extensions of g-priors to Generalized Linear Models (GLMs) ...
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Journal articleJournal of the American Statistical Association · October 21, 2011
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Choosing the subset of covariates to use in regression or generalized linear models is a ubiquitous problem. The Bayesian paradigm addresses the problem of model uncertainty by considering models corresponding to all possible subsets of the covariates, whe ...
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Journal articleAnnals of Statistics · 2011
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This article describes a new class of prior distributions for nonparametric function estimation. The unknown function is modeled as a limit of weighted sums of kernels or generator functions indexed by continuous parameters that control local and global fe ...
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Journal articleJournal of the American Statistical Association · 2008
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Zellner's g prior remains a popular conventional prior for use in Bayesian variable selection, despite several undesirable consistency issues. In this article we study mixtures of g priors as an alternative to default g priors that resolve many of the prob ...
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